On 03.08.2011 16:33, Diana Schwegler wrote:
Hello I am using the "step" function in order to do backward selection for a
linear model of more than 200 variables but it doesn't work correctly.
I think, there is a problem, if the matrix has same or more columns than
rows.
And if the matrix has too much columns the step-function doesn't work
because the function will work with all columns together and I think, this
is
the problem.
Is there a solution or a bug fixing of this problem?
If you reinvent the methodology.
Please read some textbook about linear models and how much sense a
stepwise selection makes if you have so many variables that may be
highly correlated etc....
Note that you do not have any degrees of freedom left for fitting the
whole model. And that is required if you are aiming at a stepwise
backward selection.
Uwe Ligges
Thanks a lot
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